Description:nonlinear regression, generalised linear models, autoregression and co-integration are Consider a triangular sequence of functions {om-(Zm, 5), t = 1, . , n, n 2 1} taking .. ¢m()\); (Ammo) = ¢km for k = 0,1,2- - -- . Since the asymptotic distribution of ,3” is normal, one may wish to estimate